+5,387.7%
O vs ED
+1,818.8%
+3,568.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | -0.7% | -0.2% | -0.6% | -0.6% |
| 30D | -1.9% | -0.1% | -1.7% | -1.8% |
| 3M | +3.8% | +3.9% | -0.1% | +1.7% |
| 6M | -4.7% | -3.0% | -1.7% | -3.3% |
| YTD | +12.5% | +10.7% | +1.8% | +6.3% |
| 1Y | +10.8% | +13.3% | -2.5% | +3.2% |
| 3Y | +28.8% | +34.5% | -5.7% | +8.5% |
| 5Y | +13.2% | +67.1% | -54.0% | -15.9% |
| 10Y | +53.5% | +103.0% | -49.6% | +1.4% |
| All | +5,387.7% | +1,818.8% | +3,568.9% | +1,794.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling